Morgan Stanley Call 220 ECL 21.03.2025
/ DE000MG261W1
Morgan Stanley Call 220 ECL 21.03.../ DE000MG261W1 /
09/10/2024 18:37:10 |
Chg.- |
Bid14:49:44 |
Ask14:49:44 |
Underlying |
Strike price |
Expiration date |
Option type |
4.01EUR |
- |
3.99 Bid Size: 1,000 |
4.13 Ask Size: 1,000 |
Ecolab Inc |
220.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
MG261W |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Ecolab Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
11/04/2024 |
Last trading day: |
21/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.64 |
Intrinsic value: |
3.26 |
Implied volatility: |
0.33 |
Historic volatility: |
0.18 |
Parity: |
3.26 |
Time value: |
0.89 |
Break-even: |
242.57 |
Moneyness: |
1.16 |
Premium: |
0.04 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.10 |
Spread %: |
2.47% |
Delta: |
0.81 |
Theta: |
-0.06 |
Omega: |
4.55 |
Rho: |
0.65 |
Quote data
Open: |
3.75 |
High: |
4.01 |
Low: |
3.75 |
Previous Close: |
3.77 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.80% |
1 Month |
|
|
+11.39% |
3 Months |
|
|
+6.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.01 |
3.48 |
1M High / 1M Low: |
4.02 |
3.42 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.73 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.75 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.93% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |